+172.0%
AXON vs SNY
+9.4%
+162.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.0% | -3.3% | -3.7% | -6.7% |
| 30D | -20.1% | -2.2% | -17.9% | -19.8% |
| 3M | +7.4% | -3.0% | +10.5% | +7.8% |
| 6M | -7.4% | +2.7% | -10.1% | -7.6% |
| YTD | -15.6% | -6.8% | -8.8% | -15.1% |
| 1Y | -36.2% | -5.3% | -30.9% | -35.9% |
| 3Y | +124.8% | -9.8% | +134.6% | +124.8% |
| All | +172.0% | +9.4% | +162.5% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling